-75.3%
TTD vs DE
+88.0%
-163.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.1% | +1.5% |
| 7D | +21.3% | +0.3% | +21.0% | +21.3% |
| 30D | +28.7% | +3.6% | +25.2% | +28.0% |
| 3M | +7.7% | +10.2% | -2.6% | +5.6% |
| 6M | -23.5% | +16.6% | -40.1% | -26.1% |
| YTD | -58.7% | +45.8% | -104.5% | -65.1% |
| 1Y | -63.4% | +43.9% | -107.3% | -69.0% |
| 3Y | -75.3% | +89.6% | -164.9% | -80.7% |
| All | -75.3% | +88.0% | -163.3% | -80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded DE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling